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FCTDX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCTDX and SPY is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

FCTDX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.24%
4.33%
FCTDX
SPY

Key characteristics

Sharpe Ratio

FCTDX:

1.48

SPY:

1.90

Sortino Ratio

FCTDX:

2.00

SPY:

2.54

Omega Ratio

FCTDX:

1.28

SPY:

1.35

Calmar Ratio

FCTDX:

2.34

SPY:

2.86

Martin Ratio

FCTDX:

8.55

SPY:

12.22

Ulcer Index

FCTDX:

2.32%

SPY:

1.97%

Daily Std Dev

FCTDX:

13.40%

SPY:

12.69%

Max Drawdown

FCTDX:

-34.51%

SPY:

-55.19%

Current Drawdown

FCTDX:

-7.41%

SPY:

-4.17%

Returns By Period

In the year-to-date period, FCTDX achieves a -0.52% return, which is significantly higher than SPY's -0.95% return.


FCTDX

YTD

-0.52%

1M

-6.86%

6M

1.23%

1Y

19.26%

5Y*

13.38%

10Y*

N/A

SPY

YTD

-0.95%

1M

-4.12%

6M

4.33%

1Y

23.43%

5Y*

14.00%

10Y*

13.11%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCTDX vs. SPY - Expense Ratio Comparison

FCTDX has a 0.61% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for FCTDX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FCTDX vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCTDX
The Risk-Adjusted Performance Rank of FCTDX is 8383
Overall Rank
The Sharpe Ratio Rank of FCTDX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FCTDX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FCTDX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FCTDX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FCTDX is 8585
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8181
Overall Rank
The Sharpe Ratio Rank of SPY is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCTDX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for FCTDX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.481.90
The chart of Sortino ratio for FCTDX, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.0010.002.002.54
The chart of Omega ratio for FCTDX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.35
The chart of Calmar ratio for FCTDX, currently valued at 2.34, compared to the broader market0.005.0010.002.342.86
The chart of Martin ratio for FCTDX, currently valued at 8.55, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.5512.22
FCTDX
SPY

The current FCTDX Sharpe Ratio is 1.48, which is comparable to the SPY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FCTDX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.48
1.90
FCTDX
SPY

Dividends

FCTDX vs. SPY - Dividend Comparison

FCTDX's dividend yield for the trailing twelve months is around 0.35%, less than SPY's 1.22% yield.


TTM20242023202220212020201920182017201620152014
FCTDX
Strategic Advisers Fidelity U.S. Total Stock Fund
0.35%0.35%1.05%1.22%0.80%1.33%1.50%1.15%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.22%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FCTDX vs. SPY - Drawdown Comparison

The maximum FCTDX drawdown since its inception was -34.51%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FCTDX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.41%
-4.17%
FCTDX
SPY

Volatility

FCTDX vs. SPY - Volatility Comparison

Strategic Advisers Fidelity U.S. Total Stock Fund (FCTDX) has a higher volatility of 5.53% compared to SPDR S&P 500 ETF (SPY) at 4.69%. This indicates that FCTDX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.53%
4.69%
FCTDX
SPY